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Operations Research, Systems Engineering and Industrial Engineering Commons

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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Adaptive Sampling Trust-Region Methods For Derivative-Based And Derivative-Free Simulation Optimization Problems, Sara Shashaani Dec 2016

Adaptive Sampling Trust-Region Methods For Derivative-Based And Derivative-Free Simulation Optimization Problems, Sara Shashaani

Open Access Dissertations

We consider unconstrained optimization problems where only “stochastic” estimates of the objective function are observable as replicates from a Monte Carlo simulation oracle. In the first study we assume that the function gradients are directly observable through the Monte Carlo simulation. We propose ASTRO, which is an adaptive sampling based trust-region optimization method where a stochastic local model is constructed, optimized, and updated iteratively. ASTRO is a derivative-based algorithm and provides almost sure convergence to a first-order critical point with good practical performance. In the second study the Monte Carlo simulation is assumed to provide no direct observations of the …


A Methodology For Designing Airports For Enhanced Security Using Simulation, Oliver Nwofia, Christopher A. Chung Jul 2013

A Methodology For Designing Airports For Enhanced Security Using Simulation, Oliver Nwofia, Christopher A. Chung

Journal of Aviation Technology and Engineering

With the advent of the new security measures, today’s airports have become increasingly complex and congested. Air and passenger traffic continues to increase; consequently, the need for intelligent design concepts is required. Unlike all other existing airport designs that focused exclusively on operational performance, this study focused on the development of a new airport terminal design methodology that takes a proactive approach to minimizing the effects of security disruptions while simultaneously maximizing operational performance and passenger flow. The study addressed the impact of security operations on both the design of airport facilities and passenger flows, and discussed options and scenarios …